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Unconventional features of positive-breakdown estimators

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Author Info
Rousseeuw, Peter J.

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Abstract

This paper reviews some aspects of positive-breakdown regression that have been discussed. Apart from efficiency, also some related topics are addressed in order to obtain a broader view. Several unusual aspects are shown to be intimately connected with the exact fit property. It is argued that the latter is not a drawback but an interesting property, which helps to explain why positive-breakdown estimators often succeed at revealing a hidden structure in the data.

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Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 19 (1994)
Issue (Month): 5 (April)
Pages: 417-431
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Handle: RePEc:eee:stapro:v:19:y:1994:i:5:p:417-431

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Related research
Keywords: Bias curve breakdown point computation time continuity curse of dimensionality curvature efficiency equivariance exact fit property monotonicity;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Steven P. Ellis, 2000. "Singularity and outliers in linear regression with application to least squares, least squares linear regression," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 121-129. [Downloadable!]
  2. Jan Víšek, 1996. "Sensitivity analysis of M-estimates," Annals of the Institute of Statistical Mathematics, Springer, vol. 48(3), pages 469-495, September. [Downloadable!] (restricted)
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